A. Boudou and S. Viguier-Pla (2018)
Spécificités de la mesure aléatoire
associée à un bruit blanc.
50èmes journées de la SFDS, Saclay, 28 mai-1er juin 2018
- Classification
- 60G57, 60G10, 60B15, 60H05
- Keywords
- Bruit blanc, bruit blanc d'innovation, mesure
aléatoire, mesure spectrale, opérateur unitaire,
série stationnaire
Abstract :
Any stationary series is a Fourier Transform of a random measure. That
allows us to de ne the spectral measure of the series. In the
particular case where the
series is a white noise, the spectral measure is translation
invariant. In this text, we study
a similar property for the random measure associated with a white
noise. This property
generalizes the above mentioned invariance. We also study this
property when a series is
close to its innovation white noise.
Résumé détaillé